Basically said there are two different methods to setup up nVpn on Linux Ubuntu, simply pick your favorite:

1. If you use Ubuntu with a GUI (what the most users do) then using the "Network Manager" easily would be the most comfortable solution, check this video here

Important: But unlike shown in the video at 02:03 time you should NOT add the profile and edit it manually afterwards, instead only click on IMPORT and choose your "Username.ovpn" file, it will import all required settings properly without having to fiddle with the profile settings (which can only make things worse, if you dont know what you are doing anyways).

2. Or alternatively and if you rather prefer using a command line setup through the terminal (especially useful when you plan to remote connect - for example when running Ubuntu on a VPS and want to connect to it via SSH):

[+] Now the script will ask you to enter your Username and your already in the members area added port.

The port is really important: without a forwarded port, you will not be able to reach your server again once the VPN connection has been established! Therefore make sure to add your desired Port in the Members Area on which you want to reach your server again. For example, if you added a port 8713 then your server would be reachable again only via "ssh YourVPNip -p 8713"

When the script finished successfully, you will be suddenly dropped and lose the connection to your server. From this point on the next connect works with the VPN IP and your forwarded port. Once connected to your server, you can double check the IP change was successful by doing: curl ipecho.net/plain;echo